2018 Systemic Risk Indicators (millions of USD)

Size Interconnectedness Substitutability Complexity Cross-Jurisdictional Activity RISKY832 RISKM362 RISKM370 RISKM376 RISKM390 RISKM405 RISKM408 RISKM411 RISKN255 RISKG506 RISKM422 RISKM426 y g m m l l d n i e e a a o t t s d S s t n n s s s e s n e F t o o y y i i g r v u a t t e i A t s s n u S S t

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i i L L n v a S t P s s C d i t s F F e r t s s U a T - - o r L u e o o a a T r r O T c s r r t t s C C e n n I I A S ALLY FINANCIAL INC. $183,370 $5,891 $5,100 $90,892 $108,693 $0 $0 $38,066 $8,903 $19 $870 $283 AMERICAN EXPRESS COMPANY $217,590 $7,788 $8,204 $154,955 $158,105 $0 $0 $53,143 $1,008 $0 $34,164 $14,432 BANK OF AMERICA CORPORATION $2,868,781 $219,295 $124,219 $528,551 $107,826,323 $2,647,814 $483,828 $30,718,064 $178,185 $11,989 $436,996 $288,192 BANK OF NEW YORK MELLON CORPORATION, THE $367,527 $76,879 $231,405 $86,682 $163,231,509 $26,185,200 $6,500 $1,044,027 $23,605 $0 $101,202 $135,249 BARCLAYS US LLC $211,841 $37,428 $22,773 $15,148 $41,617,966 $31,007 $125,101 $4,045,794 $7,262 $363 $61,511 $49,865 BB&T CORPORATION $253,661 $1,806 $2,767 $74,568 $1,186,373 $53,262 $7,128 $66,350 $3,305 $1,907 $830 $569 BBVA COMPASS BANCSHARES, INC. $102,702 $541 $2,728 $19,203 $449,670 $3,273 $7,929 $41,768 $257 $134 $1,924 $2,434 BMO FINANCIAL CORP. $184,839 $34,966 $24,958 $28,752 $5,175,512 $90,713 $18,083 $40,705 $11,907 $254 $5,815 $7,417 BNP PARIBAS USA, INC. $153,200 $6,934 $8,948 $10,923 $11,246,214 $10,755 $36,818 $138,844 $2,408 $71 $7,125 $25,604 CAPITAL ONE FINANCIAL CORPORATION $429,338 $30,534 $1,180 $109,170 $824,337 $0 $2,432 $212,149 $6,115 $640 $10,556 $832 CHARLES SCHWAB CORPORATION, THE $302,346 $16,576 $279 $64,918 $161,758 $3,233,166 $0 $1,444 $30,598 $0 $8,389 $3,725 CITIGROUP INC. $2,505,473 $175,715 $266,840 $500,269 $159,014,879 $13,864,895 $424,599 $40,544,144 $105,558 $10,314 $942,420 $903,776 CITIZENS FINANCIAL GROUP, INC. $187,657 $3,123 $4,885 $41,607 $1,898,938 $2,954 $3,175 $139,827 $2,106 $733 $2,323 $414 CREDIT SUISSE HOLDINGS (USA), INC. $152,453 $41,027 $61,172 $1,118 $47,336,074 $117,410 $176,736 $368,313 $19,651 $3,170 $51,702 $19,359 DB USA CORPORATION $149,157 $8,885 $38,465 $37 $66,542,317 $112,565 $83,556 $32,114 $6,997 $450 $59,230 $4,781 DISCOVER FINANCIAL SERVICES $129,276 $15,223 $12 $81,565 $349,953 $0 $0 $10,562 $169 $0 $111 $9 DWS USA CORPORATION $2,013 $408 $0 $114 $1,593 $0 $0 $0 $204 $196 $348 $186 FIFTH THIRD BANCORP $177,810 $3,208 $4,738 $36,519 $2,596,580 $284,170 $6,661 $102,533 $8,374 $1,124 $2,882 $511 GOLDMAN SACHS GROUP, INC., THE $1,347,660 $238,309 $74,450 $384,241 $12,474,459 $1,025,518 $324,909 $36,695,965 $89,307 $23,071 $433,695 $317,724 HSBC NORTH AMERICA HOLDINGS INC. $363,114 $56,605 $40,690 $49,547 $3,970,196 $316,851 $46,044 $7,972,274 $15,881 $2,332 $57,816 $0 HUNTINGTON BANCSHARES INCORPORATED $120,330 $4,623 $4,349 $28,345 $704,679 $104,782 $2,446 $34,849 $5,603 $3,211 $876 $0 JPMORGAN CHASE & CO. $3,316,606 $311,843 $377,934 $658,756 $320,652,002 $23,191,384 $450,722 $45,245,197 $222,792 $17,165 $704,642 $634,846 KEYCORP $171,040 $3,070 $3,298 $41,984 $1,324,288 $78,278 $8,086 $100,811 $2,569 $42 $1,805 $8 M&T BANK CORPORATION $134,691 $3,234 $16,435 $32,605 $1,451,120 $84,973 $465 $63,468 $1,029 $9 $303 $40 MORGAN STANLEY $1,102,218 $193,852 $39,099 $297,374 $12,915,070 $1,732,746 $286,668 $30,531,462 $137,230 $15,011 $333,728 $288,186 MUFG AMERICAS HOLDINGS CORPORATION $191,944 $17,011 $11,435 $20,031 $2,866,069 $144,837 $60,086 $195,608 $7,314 $1,619 $7,370 $9,724 NORTHERN TRUST CORPORATION $137,292 $27,205 $15,179 $23,160 $46,308,611 $7,593,900 $0 $301,495 $11,948 $0 $38,093 $70,285 PNC FINANCIAL SERVICES GROUP, INC., THE $456,821 $29,268 $16,252 $88,741 $3,664,562 $90,463 $28,251 $383,393 $18,009 $6,156 $8,897 $3,901 RBC US GROUP HOLDINGS LLC $152,625 $27,047 $26,610 $942 $6,959,272 $352,709 $172,620 $18,575 $17,591 $266 $7,774 $13,950 REGIONS FINANCIAL CORPORATION $149,407 $3,422 $2,001 $26,034 $553,089 $21,747 $3,353 $86,270 $4,085 $428 $586 $453 SANTANDER HOLDINGS USA, INC. $146,126 $2,866 $11,702 $44,907 $238,442 $59 $10,705 $54,996 $504 $606 $2,808 $5,641 STATE STREET CORPORATION $250,748 $27,734 $164,008 $83,493 $80,679,655 $23,247,527 $0 $1,423,836 $14,678 $1,287 $88,336 $128,342 SUNTRUST BANKS, INC. $263,274 $3,186 $4,925 $54,554 $432,136 $53,660 $13,061 $217,674 $4,536 $2,167 $2,546 $1,686 TD GROUP US HOLDINGS LLC $424,691 $15,978 $12,082 $9,887 $9,035,660 $8,209 $48,986 $219,773 $44,602 $2,480 $38,963 $1,576 U.S. BANCORP $576,155 $14,511 $14,081 $155,530 $9,147,983 $1,518,722 $27,263 $407,772 $13,022 $3,374 $10,838 $41,242 UBS AMERICAS HOLDING LLC $180,708 $14,549 $29,693 $631 $529,201 $421,227 $23,669 $31,704 $3,901 $1,872 $7,414 $10 WELLS FARGO & COMPANY $2,203,312 $200,599 $163,362 $523,648 $48,673,380 $3,212,196 $243,410 $10,075,074 $135,400 $25,320 $156,671 $102,688

Data Source: FR Y-15 Page 1 of 4 Reporting Date: December 31, 2018 Top 10 U.S. Banks by Indicator

Total Exposures (trillions of USD) Intra-Financial System Assets (billions of USD)

JPMORGAN CHASE & CO JPMORGAN CHASE & CO BANK OF AMER CORP GOLDMAN SACHS GROUP THE CITIGROUP BANK OF AMER CORP WELLS FARGO & CO MORGAN STANLEY GOLDMAN SACHS GROUP THE CITIGROUP MORGAN STANLEY WELLS FARGO & CO U S BC BANK OF NY MELLON CORP PNC FNCL SVC GROUP HSBC N AMER HOLDS TD GRP US HOLDS LLC BARCLAYS US LLC CAPITAL ONE FC NORTHERN TR CORP

0.0 0.5 1.0 1.5 2.0 2.5 3.0 0 50 100 150 200 250 300

Intra-Financial System Liabilities (billions of USD) Securities Outstanding (billions of USD)

JPMORGAN CHASE & CO JPMORGAN CHASE & CO BANK OF NY MELLON CORP BANK OF AMER CORP CITIGROUP WELLS FARGO & CO STATE STREET CORP CITIGROUP WELLS FARGO & CO GOLDMAN SACHS GROUP THE BANK OF AMER CORP MORGAN STANLEY GOLDMAN SACHS GROUP THE AMERICAN EXPRESS CO CREDIT SUISSE HOLD USA U S BC MORGAN STANLEY CAPITAL ONE FC DB USA CORP ALLY FNCL 0 100 200 300 400 0 100 200 300 400 500 600 700

Data Source: FR Y-15 Page 2 of 4 Reporting Date: December 31, 2018 Top 10 U.S. Banks by Indicator (continued)

Payments (trillions of USD) Assets Under Custody (trillions of USD)

JPMORGAN CHASE & CO BANK OF NY MELLON CORP BANK OF NY MELLON CORP STATE STREET CORP CITIGROUP JPMORGAN CHASE & CO BANK OF AMER CORP CITIGROUP DB USA CORP NORTHERN TR CORP STATE STREET CORP WELLS FARGO & CO CREDIT SUISSE HOLD USA CHARLES SCHWAB CORP BARCLAYS US LLC BANK OF AMER CORP WELLS FARGO & CO MORGAN STANLEY NORTHERN TR CORP U S BC

0 50 100 150 200 250 300 0 5 10 15 20 25

Underwriting (billions of USD) OTC Derivatives (trillions of USD)

BANK OF AMER CORP JPMORGAN CHASE & CO JPMORGAN CHASE & CO CITIGROUP CITIGROUP GOLDMAN SACHS GROUP THE GOLDMAN SACHS GROUP THE BANK OF AMER CORP MORGAN STANLEY MORGAN STANLEY WELLS FARGO & CO WELLS FARGO & CO CREDIT SUISSE HOLD USA HSBC N AMER HOLDS RBC USA HOLDCO CORP BARCLAYS US LLC BARCLAYS US LLC STATE STREET CORP MUFG AMERS HOLDS CORP CREDIT SUISSE HOLD USA 0 100 200 300 400 500 0 10 20 30 40

Data Source: FR Y-15 Page 3 of 4 Reporting Date: December 31, 2018 Top 10 U.S. Banks by Indicator (continued)

Trading and AFS Securities (billions of USD) Level 3 Assets (billions of USD)

JPMORGAN CHASE & CO WELLS FARGO & CO BANK OF AMER CORP GOLDMAN SACHS GROUP THE MORGAN STANLEY JPMORGAN CHASE & CO WELLS FARGO & CO MORGAN STANLEY CITIGROUP BANK OF AMER CORP GOLDMAN SACHS GROUP THE CITIGROUP DB USA CORP PNC FNCL SVC GROUP TD GRP US HOLDS LLC HUNTINGTON BSHRS STATE STREET CORP U S BC CHARLES SCHWAB CORP HSBC N AMER HOLDS

0 50 100 150 200 250 0 5 10 15 20 25

Cross-Jurisdictional Claims (billions of USD) Cross-Jurisdictional Liabilities (billions of USD)

CITIGROUP CITIGROUP JPMORGAN CHASE & CO JPMORGAN CHASE & CO GOLDMAN SACHS GROUP THE MORGAN STANLEY BANK OF AMER CORP BANK OF AMER CORP MORGAN STANLEY GOLDMAN SACHS GROUP THE WELLS FARGO & CO WELLS FARGO & CO STATE STREET CORP BANK OF NY MELLON CORP BANK OF NY MELLON CORP STATE STREET CORP DB USA CORP NORTHERN TR CORP BARCLAYS US LLC U S BC 0 200 400 600 800 0 100 200 300 400 500 600 700 800 900

Data Source: FR Y-15 Page 4 of 4 Reporting Date: December 31, 2018